Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 29, 07/ - Today on Kazakhstan stock exchange (KASE) 241 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT95,313.1 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk. ------------------------------------------------------------------------- Repo rate, % APR -------------------------------- Type of Calendar weighted average Volume repo terms, ------------------ KZT Number deal days min max nominal effective m. of deals --------- -------- ----- ----- ------- --------- -------- -------- Open Intraday 0.00 0.00 0.00 Х 301.0 2 Open 1 0.60 7.00 1.72 1.74 39,570.5 81 Open 2 4.15 4.15 4.15 4.23 1.5 1 Open 3 10.48 10.63 10.52 11.09 3,699.6 6 Open 4 5.50 8.50 7.00 7.26 1,100.0 6 Open* 7 6.00 6.50 6.44 6.65 3,113.1 9 Open* 14 7.00 7.00 7.00 7.24 117.0 1 Open* 28 9.20 9.20 9.20 9.60 250.0 1 Open 30 3.00 12.00 7.23 7.48 2,196.8 10 Open 31 5.00 10.00 6.32 6.53 147.1 4 Open 35 8.00 8.00 8.00 8.29 62.2 1 Open 59 8.20 8.20 8.20 8.49 56.5 1 Open 365 10.50 10.50 10.50 10.50 100.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 50,715.9 124 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 301.0 2 Close 3 1.00 7.00 2.17 2.19 23,348.1 61 Close 4 4.30 4.50 4.43 4.53 600.3 3 Close 6 6.00 6.00 6.00 6.18 4.5 1 Close 7 2.00 6.50 3.14 3.21 16,968.3 20 Close 14 7.50 7.50 7.50 7.78 94.3 1 Close 19 3.50 5.00 4.40 4.50 110.1 3 Close 20 7.00 7.00 7.00 7.24 35.0 1 Close 21 7.00 7.00 7.00 7.24 100.4 1 Close 31 5.00 12.00 7.29 7.54 1,286.5 4 Close 32 7.00 7.00 7.00 7.23 623.9 2 Close 33 8.00 10.00 8.38 8.71 27.2 2 Close 35 6.00 6.00 6.00 6.17 225.9 1 Close 39 4.06 7.70 7.06 7.30 128.6 2 Close 48 5.00 5.00 5.00 5.11 9.1 1 Close 55 0.00 9.50 8.15 8.44 204.6 4 Close 56 0.00 0.00 0.00 0.00 58.3 1 Close 60 7.50 7.50 7.50 7.74 36.4 1 Close 61 7.77 7.77 7.77 8.01 13.2 1 Close 91 9.20 10.84 9.67 10.03 358.5 2 Close 199 7.67 7.67 7.67 7.67 20.3 1 Close 202 11.52 11.52 11.52 11.52 8.8 1 Close 213 6.09 6.09 6.09 6.09 34.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 44,597.3 117 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 95,313.1 241 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 180 deals totaled KZT87,613.5 m. including 91 (KZT44,549.5 m.) repo opening deals and 89 repo closing deals (KZT43,064.1 m.). Indicator TONIA according to trade results totaled 1.43 and has decreased relative to the previous trading day by 0.55. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 10.52 2.17 +8.35 7 6.44 6.35 +0.09 14 7.00 7.13 -0.13 28 9.20 7.07 +2.13 31 6.32 6.76 -0.44 59 8.20 5.00 +3.20 ------------------------------------------------ Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing. "-" - lending; trends in percents relative to previous trading day). Pension market subjects: +149.4% (-KZT9,258.2 m.), 6 participants. Second tier banks (STB): - +KZT38,123.6 m. (borrowing, 7 banks); -KZT27,389.2 m. (lending, 7 banks); - on open trade market on GS (in auto repo sector) +KZT7,866.0 m.; in CS repo sector +KZT2,868.4 m.; - resulting balance totaled +KZT10,734.4 m. (on previous day it was equal to +KZT3,011.7 m.). [2007-01-29]